bw_Lip_supp: Optimal bandwidths under Lipschitz class with supplied...

In koohyun-kwon/HTEBand: Uniform confidence band for heterogenous treatment effects

Description

Calculates the optimal bandwidths for regression function value estimator under Lipschitz class when the conditional variances are known.

Usage

bw_Lip_supp(c.sd, x, t, TE = FALSE, d = NULL, M, kern, c, bw.eq = TRUE)

Arguments

c.sd	a vector of supplied conditional standard deviations
x	a vector of regressors.
t	a scalar evaluation point.
TE	logical specifying whether there are treatment and control groups.
d	a vector of indicator variables specifying treatment and control group status; relevant only when TE = TRUE.
M	bound on the first derivative
kern	a string for kernel name; currently "tri" is supported.
c	quantile value corresponding to stats::qnorm(1 - alpha) / 2 given alpha
bw.eq	if TRUE, the same bandwidths are used for estimators for treatment and control groups; relevant only when TE = TRUE.

Value

a list with the following components

h.opt

the optimal bandwidth; when TE = TRUE, return two bandwidths for estimators for treatment and control groups.

hl.opt

the optimal half-length when the optimal bandwidth(s) is used.

koohyun-kwon/HTEBand documentation built on Dec. 21, 2021, 7:42 a.m.